I always trained during the holiday period. Usually a light run in the morning before our family celebrated Christmas or shadow boxing in the evening with a walk to help digestion after feasting.
First morning of doing roadwork, since a fortnight before Christmas. I wanted to die. I refuse to go back to the gym till I'm considerably fit. I drank so so much last month.
when I was younger I did it on any day doesn't matter if its Christmas or Easter, or New Year and so on. Trainings were normal as always, didn't do anything special that days. Only difference would be if the gym is closed, then I did training outside running, or street workout, shadow boxing or bag work in my own garage. Now I have wife and kid, so these are family days when we are together.